Robust determination for the number of common factors in the approximate factor models (Q1668287)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust determination for the number of common factors in the approximate factor models |
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Robust determination for the number of common factors in the approximate factor models (English)
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3 September 2018
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approximate factor model
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determining the number of factors
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dominant factor
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eigenvalues
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transformation function
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robust determination
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